+17.8%
GFS vs MSI
+36.5%
-18.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -5.3% | +7.4% | -12.7% | -4.3% |
| 30D | -15.8% | +18.7% | -34.5% | -14.4% |
| 3M | -18.6% | +14.5% | -33.1% | -17.4% |
| 6M | -45.0% | +38.1% | -83.1% | -44.3% |
| YTD | +16.8% | +38.7% | -21.9% | +22.0% |
| 1Y | +17.8% | +35.4% | -17.6% | +37.0% |
| All | +17.8% | +36.5% | -18.7% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling